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DP13029 Option Prices and Costly Short-Selling 智库出版物
2018
作者:  Suleyman Basak;  Adem Atmaz
收藏  |  浏览/下载:5/0  |  提交时间:2022/09/22
Option prices  Short-selling  Shorting fee  Partial lending  Options marketmaking  Bid-ask spreads  Put-call parity violations  Short-selling bans  stochastic volatility  
DP9893 Lehman Brothers: What Did Markets Know? 智库出版物
2014
作者:  Thomas Gehrig;  Marlene Haas
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Adverse selection costs  Bid ask spreads  Contagion  Systemic risk